Air Lease Corp (AL)
49.80
+1.88
(+3.92%)
USD |
NYSE |
Nov 21, 16:00
49.79
-0.01
(-0.02%)
Pre-Market: 20:00
Air Lease Max Drawdown (5Y): 78.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.22% |
September 30, 2024 | 78.22% |
August 31, 2024 | 78.22% |
July 31, 2024 | 78.22% |
June 30, 2024 | 78.22% |
May 31, 2024 | 78.22% |
April 30, 2024 | 78.22% |
March 31, 2024 | 78.22% |
February 29, 2024 | 78.22% |
January 31, 2024 | 78.22% |
December 31, 2023 | 78.22% |
November 30, 2023 | 78.22% |
October 31, 2023 | 78.22% |
September 30, 2023 | 78.22% |
August 31, 2023 | 78.22% |
July 31, 2023 | 78.22% |
June 30, 2023 | 78.22% |
May 31, 2023 | 78.22% |
April 30, 2023 | 78.22% |
March 31, 2023 | 78.22% |
February 28, 2023 | 78.22% |
January 31, 2023 | 78.22% |
December 31, 2022 | 78.22% |
November 30, 2022 | 78.22% |
October 31, 2022 | 78.22% |
Date | Value |
---|---|
September 30, 2022 | 78.22% |
August 31, 2022 | 78.22% |
July 31, 2022 | 78.22% |
June 30, 2022 | 78.22% |
May 31, 2022 | 78.22% |
April 30, 2022 | 78.22% |
March 31, 2022 | 78.22% |
February 28, 2022 | 78.22% |
January 31, 2022 | 78.22% |
December 31, 2021 | 78.22% |
November 30, 2021 | 78.22% |
October 31, 2021 | 78.22% |
September 30, 2021 | 78.22% |
August 31, 2021 | 78.22% |
July 31, 2021 | 78.22% |
June 30, 2021 | 78.22% |
May 31, 2021 | 78.22% |
April 30, 2021 | 78.22% |
March 31, 2021 | 78.22% |
February 28, 2021 | 78.22% |
January 31, 2021 | 78.22% |
December 31, 2020 | 78.22% |
November 30, 2020 | 78.22% |
October 31, 2020 | 78.22% |
September 30, 2020 | 78.22% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
46.03%
Minimum
Nov 2019
78.22%
Maximum
Mar 2020
76.07%
Average
78.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
FTAI Aviation Ltd | 72.53% |
GATX Corp | 38.30% |
Willis Lease Finance Corp | 79.76% |
H&E Equipment Services Inc | 76.53% |
McGrath RentCorp | 43.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.78 |
Beta (5Y) | 1.589 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.98% |
Historical Sharpe Ratio (5Y) | -0.0062 |
Historical Sortino (5Y) | -0.0086 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.72% |